The theory of dynamic programming treats problems involving multi-stage processes by means of a transformation of the problem from the space of decisions to the space of functions. This is ...

The paper solves the stochastic inverse optimal problem. Dynamic programming is used to transform the original problem into a differential equation. Such an equation is well-defined (with probability ...

We introduce a novel approach to solving dynamic programming problems, such as those in many economic models, on a quantum annealer, a specialized device that performs combinatorial optimization ...